Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49627.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45566.11 Kr¶

PnL: ---------------------------------------> 510.11 Kr¶

DD now: ---------------------------------> -6.576 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 13:57:50.723248'

Anic Portfolio¶

Today¶

Return: 1.543 %¶

This Week¶

Return: 0.657 %¶

Total portfolio value¶

Return including deposits: 62.467 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.760000 1673.460000 204.460000 13.920000 1468.999998
Sedana Medical 93 5.650000 2713.740000 192.740000 7.650000 2521.000011
Orrön Energy 180 5.160000 2162.700000 119.700000 5.860000 2043.000000
Atrium Ljungberg B 5 4.880000 999.000000 64.000000 6.840000 935.000000
Platzer Fastigheter Holding B 12 5.450000 1022.400000 61.400000 6.390000 960.999996
JM 6 3.830000 911.400000 47.400000 5.490000 864.000000
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Catena 2 4.180000 836.800000 44.800000 5.660000 792.000000
Sagax B 4 3.690000 898.800000 44.800000 5.250000 854.000000
Hoist Finance 35 1.220000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 3.590000 1002.960000 35.960000 3.720000 966.999996
Bilia A 8 1.960000 917.600000 17.600000 1.960000 900.000000
BioGaia B 8 1.370000 947.200000 17.200000 1.850000 930.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
Biotage 7 0.520000 947.800000 6.800000 0.720000 940.999997
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
OX2 13 1.310000 952.900000 2.900000 0.310000 949.999999
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
EQT 4 0.530000 832.400000 0.400000 0.050000 832.000000
Byggmax Group 33 0.070000 953.700000 -2.300000 -0.240000 956.000001
ASSA ABLOY B 3 -0.580000 771.300000 -7.700000 -0.990000 779.000001
Alimak Group 11 0.240000 919.600000 -8.400000 -0.910000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
SKF B 5 -1.510000 917.900000 -22.100000 -2.350000 940.000000
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
Indutrade 5 2.110000 1185.500000 -32.500000 -2.670000 1218.000000
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Latour B 4 0.200000 819.600000 -37.400000 -4.360000 857.000000
Hexagon B 26 0.960000 3422.900000 -38.100000 -1.100000 3461.000010
Addnode Group B 11 -2.680000 877.250000 -43.750000 -4.750000 921.000003
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
BHG Group 97 3.360000 1400.680000 -58.320000 -4.000000 1458.999989
Bufab 3 -0.400000 1048.800000 -60.200000 -5.430000 1109.000001
TOTAL 45566.110000 510.110000 -6.57569% 45056.000411

Updated:¶

'2023-07-04 13:58:07.496402'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶